Making a thicker \cdot for dot product (that is thinner than \bullet)

May be you find a better name like \dotp or something like that.

\documentclass{scrartcl}
\usepackage{graphicx}

\makeatletter
\newcommand*\bigcdot{\mathpalette\bigcdot@{.5}}
\newcommand*\bigcdot@[2]{\mathbin{\vcenter{\hbox{\scalebox{#2}{$\m@th#1\bullet$}}}}}
\makeatother

\begin{document}
$a \bigcdot b$
\end{document}

Here is a simple trick which needs the amsmath package.

\[
a  \boldsymbol{\cdot} b  =  0
\]

and the result is

The following example extends Manuel's answer in two ways:

• The vertical position is fixed to center the symbol vertically around the math axis as \cdot and \bullet do.
• The width of the symbol is not the scaled down width of the \bullet (with scaled down side bearings), but a little larger width of \cdot.

The scale and width factor can be configured by macros \bigcdot@scalefactor and \bigcdot@widthfactor.

\documentclass{scrartcl}
\usepackage{color}
\usepackage{graphicx}

\makeatletter
\newcommand*{\bigcdot}{}% Check if undefined
\DeclareRobustCommand*{\bigcdot}{%
  \mathbin{\mathpalette\bigcdot@{}}%
}
\newcommand*{\bigcdot@scalefactor}{.5}
\newcommand*{\bigcdot@widthfactor}{1.15}
\newcommand*{\bigcdot@}[2]{%
  % #1: math style
  % #2: unused
  \sbox0{$#1\vcenter{}$}% math axis
  \sbox2{$#1\cdot\m@th$}%
  \hbox to \bigcdot@widthfactor\wd2{%
    \hfil
    \raise\ht0\hbox{%
      \scalebox{\bigcdot@scalefactor}{%
        \lower\ht0\hbox{$#1\bullet\m@th$}%
      }%
    }%
    \hfil
  }%
}
\makeatother

\begin{document}
\[ a \bigcdot b \]
%
% Comparison with \cdot and \bullet
\[ a \cdot b \bigcdot c \bullet d \]
%
% Different math styles
\[ a \bigcdot b \quad
   \scriptstyle a \bigcdot b \quad
   \scriptscriptstyle a \bigcdot b
\]
%
% Visualization of the math axis
\[
  \sbox0{${-}{\cdot}{\bigcdot}{\bullet}{-}$}
  \rlap{\copy0}%
  \vcenter{%
    \hbox{%
      \textcolor{red}{%
        \vrule width\wd0 height .05pt depth .05pt\relax
      }%
    }%
  }
\]
\end{document}